Results 81 to 90 of about 47,776 (252)
Design and Analysis of Monte Carlo Experiments
monte carlo experiments;simulation models;mathematical analysis;sensitivity analysis;experimental ...
Kleijnen, J.P.C.
core
Construction of lattice rules for multiple integration based on a weighted discrepancy
, 2008 High-dimensional integrals arise in a variety of areas, including quantum physics, the physics and chemistry of molecules, statistical mechanics and more recently, in financial applications. In order to approximate multidimensional integrals, one may use
Sinescu, Vasile
core
NAADF: Globally Illuminated Voxel Worlds Accelerated with Nested Axis‐Aligned Distance Fields
Computer Graphics Forum, EarlyView.Abstract Achieving realistic rendering of 3D scenes in real time using path tracing is challenging due to the high sample count required, with ray tracing as the bottleneck. Focusing on voxels as a geometry representation offers significant opportunities for optimizations, especially for tracing the rays, but also for computing the samples.
A. Ulschmid +4 more
wiley +1 more source
A smooth permanent surge process [PDF]
In this paper we introduce the Smooth Permanent Surge [SPS] model. The model is an integrated non lineal moving average process with possibly unit roots in the moving average coefficients.
González Gómez, Andrés
core
A simulação de variáveis aleatórias e os métodos Monte Carlo e Quase-Monte Carlo na quadratura multidimensional [PDF]
, 2000 Monte Carlo é o nome dado de forma geral às técnicas de resolução de problemas numéricos através do uso intensivo de números aleatórios. No trato computacional, esses números não são, de fato, aleatórios, mas pseudo-aleatórios, pois são gerados por ...
Adalberto Ayjara Dornelles Filho +1 more
core
Placebo zones in discontinuity‐based designs: Estimation, inference, and implementation
Economic Inquiry, EarlyView.Abstract We propose a new model‐selection algorithm for regression discontinuity design and related estimators. The performance of candidate models is assessed within a “placebo zone” of the running variable. Candidate models can differ by bandwidth and other choice parameters.
Nathan Kettlewell, Peter Siminski
wiley +1 more source
Stochastic Simulation Monte Carlo
, 2013 105 σ.Στην διπλωματική αυτή στο πρώτο κεφάλαιο θα δούμε μια σύντομη ιστορική αναδρομή της εξέλιξης των μεθόδων Monte Carlo καθώς και χρήσεις αυτών.
Kentas, George A. +1 more
core +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
On Integral Priors for Multiple Comparison in Bayesian Model Selection
International Statistical Review, EarlyView.Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón +2 more
wiley +1 more source